[--[65.84.65.76]--]

CRUDEOILM

Crude Oil Mini
8937 +832.00 (10.27%)
L: 8256 H: 8950

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Historical option data for CRUDEOILM

12 Mar 2026 08:36 PM IST
CRUDEOILM 17-MAR-2026 8200 CE
Delta: 0.71
Vega: 3.73
Theta: -56
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
12 Mar 8934.00 1105 431.8 161.05 16,927 -3,973 927
11 Mar 8120.00 667.8 -5.4 166.58 1,03,202 1,428 4,900
10 Mar 7393.00 385 -18.75 164.4 1,23,406 2,904 3,472
9 Mar 8801.00 1141.7 0.5 158.67 7,305 -1,482 568
6 Mar 8311.00 773.85 -64 124.36 1,36,578 1,345 2,050
5 Mar 7353.00 293.25 20.25 110.88 16,933 -1,031 705
4 Mar 6925.00 165.65 -12.95 112.66 16,454 1,736 1,736
3 Mar 6974.00 200.85 200.55 106.45 4,579 657 712
2 Mar 6524.00 0 0 - 0 0 0


For Crude Oil Mini - strike price 8200 expiring on 17MAR2026

Delta for 8200 CE is 0.71

Historical price for 8200 CE is as follows

On 12 Mar CRUDEOILM was trading at 8934.00. The strike last trading price was 1105, which was 431.8 higher than the previous day. The implied volatity was 161.05, the open interest changed by -3973 which decreased total open position to 927


On 11 Mar CRUDEOILM was trading at 8120.00. The strike last trading price was 667.8, which was -5.4 lower than the previous day. The implied volatity was 166.58, the open interest changed by 1428 which increased total open position to 4900


On 10 Mar CRUDEOILM was trading at 7393.00. The strike last trading price was 385, which was -18.75 lower than the previous day. The implied volatity was 164.4, the open interest changed by 2904 which increased total open position to 3472


On 9 Mar CRUDEOILM was trading at 8801.00. The strike last trading price was 1141.7, which was 0.5 higher than the previous day. The implied volatity was 158.67, the open interest changed by -1482 which decreased total open position to 568


On 6 Mar CRUDEOILM was trading at 8311.00. The strike last trading price was 773.85, which was -64 lower than the previous day. The implied volatity was 124.36, the open interest changed by 1345 which increased total open position to 2050


On 5 Mar CRUDEOILM was trading at 7353.00. The strike last trading price was 293.25, which was 20.25 higher than the previous day. The implied volatity was 110.88, the open interest changed by -1031 which decreased total open position to 705


On 4 Mar CRUDEOILM was trading at 6925.00. The strike last trading price was 165.65, which was -12.95 lower than the previous day. The implied volatity was 112.66, the open interest changed by 1736 which increased total open position to 1736


On 3 Mar CRUDEOILM was trading at 6974.00. The strike last trading price was 200.85, which was 200.55 higher than the previous day. The implied volatity was 106.45, the open interest changed by 657 which increased total open position to 712


On 2 Mar CRUDEOILM was trading at 6524.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


CRUDEOILM 17MAR2026 8200 PE
Delta: -0.3
Vega: 3.74
Theta: -56.95
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
12 Mar 8934.00 367.6 -393.25 163.35 14,510 419 1,154
11 Mar 8120.00 739.25 -21.6 164.56 20,741 69 735
10 Mar 7393.00 1198 16.55 165.92 72,144 -56 666
9 Mar 8801.00 528 -29.5 156.05 23,823 -705 722
6 Mar 8311.00 672.25 -25.05 126 30,735 1,427 1,427
5 Mar 7353.00 0 0 - 0 0 0
4 Mar 6925.00 0 0 - 0 0 0
3 Mar 6974.00 0 0 - 0 0 0
2 Mar 6524.00 0 0 - 0 0 0


For Crude Oil Mini - strike price 8200 expiring on 17MAR2026

Delta for 8200 PE is -0.3

Historical price for 8200 PE is as follows

On 12 Mar CRUDEOILM was trading at 8934.00. The strike last trading price was 367.6, which was -393.25 lower than the previous day. The implied volatity was 163.35, the open interest changed by 419 which increased total open position to 1154


On 11 Mar CRUDEOILM was trading at 8120.00. The strike last trading price was 739.25, which was -21.6 lower than the previous day. The implied volatity was 164.56, the open interest changed by 69 which increased total open position to 735


On 10 Mar CRUDEOILM was trading at 7393.00. The strike last trading price was 1198, which was 16.55 higher than the previous day. The implied volatity was 165.92, the open interest changed by -56 which decreased total open position to 666


On 9 Mar CRUDEOILM was trading at 8801.00. The strike last trading price was 528, which was -29.5 lower than the previous day. The implied volatity was 156.05, the open interest changed by -705 which decreased total open position to 722


On 6 Mar CRUDEOILM was trading at 8311.00. The strike last trading price was 672.25, which was -25.05 lower than the previous day. The implied volatity was 126, the open interest changed by 1427 which increased total open position to 1427


On 5 Mar CRUDEOILM was trading at 7353.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Mar CRUDEOILM was trading at 6925.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Mar CRUDEOILM was trading at 6974.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Mar CRUDEOILM was trading at 6524.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0